i specialize in oil spreads or a compositie of spreads. does anyone know which trading software provide spreader and interface for me to code so that i can program trade? i know CQG spreader is a good choice, but they don't have a coding interface to program trade. anyone has good suggestions? Thanks a lot
You need an API. https://www.cqg.com/products/cqg-apis https://developer.tradingtechnologies.com/tt-api http://www.ctsfutures.com/api/
thanks. actually i know python and R, do you know is there any well-established connection from CQG to either python or R? and any good user manual teach people to code such as to extract data, to place order/stop loss order?
they only give me the api sample from their website and said no other resources. then i need to build everything from scratch... do you know any other ways for me to code and to trade synthetic spreads? personally, i know amibroker and it's AFL language, similar to c#. however, amibroker didn't proved synthetic spread trading. in general, can anyone tell me how the synthetic spread traders program trade?